Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$

DOI10.1051/ps:2007012zbMath1181.60127arXivmath/0603637OpenAlexW2129852680MaRDI QIDQ5429596

Erkan Nane

Publication date: 30 November 2007

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0603637

zbMATH Keywords

exit timebounded domainiterated Brownian motionBrownian-time Brownian motionunbounded convex domaintwisted domain

Mathematics Subject Classification ID

Brownian motion (60J65) Special processes (60K99)

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